Recent developments in computational finance: foundations, algorithms and applications
Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge sur...
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2013
|
| Schriftenreihe: | Interdisciplinary mathematical sciences
v. 14 |
| Schlagworte: | |
| Online-Zugang: | FHN01 URL des Erstveroeffentlichers |
| Zusammenfassung: | Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results |
| Beschreibung: | viii, 472 p. ill |
| ISBN: | 9789814436434 |
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| spelling | Recent developments in computational finance foundations, algorithms and applications editors, Thomas Gerstner, Peter Kloeden Singapore World Scientific Pub. Co. c2013 viii, 472 p. ill txt rdacontent c rdamedia cr rdacarrier Interdisciplinary mathematical sciences v. 14 Computational finance is an interdisciplinary field which joins financial mathematics, stochastics, numerics and scientific computing. Its task is to estimate as accurately and efficiently as possible the risks that financial instruments generate. This volume consists of a series of cutting-edge surveys of recent developments in the field written by leading international experts. These make the subject accessible to a wide readership in academia and financial businesses. The book consists of 13 chapters divided into 3 parts: foundations, algorithms and applications. Besides surveys of existing results, the book contains many new previously unpublished results Financial engineering Finance / Mathematical models Finance / Data processing Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Computerunterstütztes Verfahren (DE-588)4139030-1 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Computerunterstütztes Verfahren (DE-588)4139030-1 s Stochastische Differentialgleichung (DE-588)4057621-8 s 1\p DE-604 Gerstner, Thomas Sonstige oth Kloeden, Peter E. Sonstige oth Erscheint auch als Druck-Ausgabe 9789814436427 http://www.worldscientific.com/worldscibooks/10.1142/8636#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Recent developments in computational finance foundations, algorithms and applications Financial engineering Finance / Mathematical models Finance / Data processing Stochastische Differentialgleichung (DE-588)4057621-8 gnd Finanzmathematik (DE-588)4017195-4 gnd Computerunterstütztes Verfahren (DE-588)4139030-1 gnd |
| subject_GND | (DE-588)4057621-8 (DE-588)4017195-4 (DE-588)4139030-1 |
| title | Recent developments in computational finance foundations, algorithms and applications |
| title_auth | Recent developments in computational finance foundations, algorithms and applications |
| title_exact_search | Recent developments in computational finance foundations, algorithms and applications |
| title_full | Recent developments in computational finance foundations, algorithms and applications editors, Thomas Gerstner, Peter Kloeden |
| title_fullStr | Recent developments in computational finance foundations, algorithms and applications editors, Thomas Gerstner, Peter Kloeden |
| title_full_unstemmed | Recent developments in computational finance foundations, algorithms and applications editors, Thomas Gerstner, Peter Kloeden |
| title_short | Recent developments in computational finance |
| title_sort | recent developments in computational finance foundations algorithms and applications |
| title_sub | foundations, algorithms and applications |
| topic | Financial engineering Finance / Mathematical models Finance / Data processing Stochastische Differentialgleichung (DE-588)4057621-8 gnd Finanzmathematik (DE-588)4017195-4 gnd Computerunterstütztes Verfahren (DE-588)4139030-1 gnd |
| topic_facet | Financial engineering Finance / Mathematical models Finance / Data processing Stochastische Differentialgleichung Finanzmathematik Computerunterstütztes Verfahren |
| url | http://www.worldscientific.com/worldscibooks/10.1142/8636#t=toc |
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